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The problem consists of selecting a set of assets and choosing the share of investment dedicated to each asset, in order to follow the investor's desires regarding return and risk. The classic and seminal approach to this problem is due to
Markowitz (1952). The plot shows the results of optimizing
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for more information. If an SVG form of this image is available, please upload it and afterwards replace this template with
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It is recommended to name the SVG file “Pareto
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225 stocks by using the LIONsolver software, Pareto-optimal solutions are red. ( created with
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